[MRG+1] TheilSen robust linear regression

A multiple linear Theil-Sen regression for the Scikit-Learn toolbox. The implementation is based on the algorithm from the paper "Theil-Sen Estimators in a Multiple Linear Regression Model" of Xin Dang, Hanxiang Peng, Xueqin Wang and Heping Zhang. It is parallelized with the help of joblib.
On a personal note, I think that the popular Theil-Sen regression would be a nice addition to Scikit-Learn.
I am looking forward to your feedback. 

Florian
+1

`X` and `y` are project level conventions. Personally I would have preferred explicit variable names such as `input_data` and `target` but anyway it's too late for changing variable names that are part of the standard public API of the project now.

For all other local variable and private method arguments, we should avoid mathematical notation as much as possible and use explicit names such as `residuals_sum`, `learning_rate` and `max_features` instead of `r`, `eta_0` and `k` respectively.